Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

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Question by emmanuel.chaslin · Feb 02 at 05:43 PM · python api reuters api commodity futures

Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

Hello,

When i go to my reuters screen on a certain future contract (example : SBK1) I can draw a graph and decide to display the "fields" EFS & EFP to show the volume of those specific types of transactions.

I would like to be able to load this information via Python:

ex: df,e = ek.get_data(["SBK1"],["EFP_DATE','EFP VOLUME'])

Can you please help to obtain the result ?

Thanks in advance.

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Answer 1 · 2021-02-02T22:07:11Z

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Answer by Alex Putkov. · Feb 02 at 10:07 PM

You can get current values for these data points from streaming market data using

ek.get_data('SBK1',['EFS_VOL','EFP_VOL'])

But programmatic retrieval of the timeseries for these data points is currently only available through Eikon .NET APIs and through RHistory library of Eikon COM APIs. The latter can only be used in Excel VBA.

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emmanuel.chaslin · Feb 08 at 03:19 PM 0

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How to check that for a specific date in the future please? thanks in advance.

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Alex Putkov. ♦♦ emmanuel.chaslin · Feb 08 at 03:31 PM 0

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@emmanuel.chaslin

Sorry, I don't understand the question. Could you elaborate? What exactly would you like to check for a specific date in the future?

emmanuel.chaslin Alex Putkov. ♦♦ · Feb 08 at 03:48 PM 0

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sorry, i meant a date in the past :). Would like to be able to load this information for dates in the past

Find EFP (exchange for physicals) and EFS volumes of a list of future contracts

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